+883.7%
BAH vs VIG
+557.8%
+325.9%
-66.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.1% |
| 7D | -3.2% | -0.4% | -2.8% | -2.9% |
| 30D | +2.0% | -1.0% | +3.0% | +2.8% |
| 3M | -7.6% | +2.8% | -10.4% | -9.5% |
| 6M | -5.7% | +8.2% | -13.9% | -11.5% |
| YTD | -11.7% | +11.0% | -22.7% | -18.7% |
| 1Y | -27.4% | +16.1% | -43.5% | -35.5% |
| 3Y | -32.5% | +56.2% | -88.7% | -53.1% |
| 5Y | -3.3% | +63.0% | -66.3% | -35.7% |
| 10Y | +186.0% | +241.4% | -55.4% | +0.7% |
| All | +883.7% | +557.8% | +325.9% | +105.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded VIG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling